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math.ST2025
Stein's method of moment estimators for local dependency exponential random graph models
Adrian Fischer, Gesine Reinert, Wenkai Xu
Providing theoretical guarantees for parameter estimation in exponential random graph models is a largely open problem. While maximum likelihood estimation has theoretical guarante…
math.ST2014
A two-component copula with links to insurance
Samiha Ismail, Gao Yu, Gesine Reinert +1
This paper presents a new copula to model dependencies between insurance entities, by considering how insurance entities are affected by both macro and micro factors. The model use…